If you paste a link from certain sites, WordPress will embed them automatically into your post or page. This happens in both Gutenberg and Classic Editor. You can completely disable automatic embeds in WordPress, but there is a workaround to prevent this only for specific links.
Steps for Classic Editor
1. Highlight the link you pasted into the editor.
2. Click “Insert/edit link” button on the toolbar and check the “Open link in a new tab” checkbox.
3. Optionally, change the Link Text if you don’t want a plain link to be displayed.
Credits
https://themeskills.com/prevent-auto-embedding-specific-links-wordpress/